Derivative-free method for bound constrained nonlinear monotone equations and its application in solving steady state reaction-diffusion problems

We present a derivative-free algorithm for solving bound constrained systems of nonlinear monotone equations. The algorithm generates feasible iterates using in a systematic way the residual as search direction and a suitable step-length closely related to the Barzilai-Borwein choice. A convergenc...

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Bibliographic Details
Main Authors: Octavio Batta, William La Cruz, Gilberto Noguera
Format: Article
Language:English
Published: Universidad Simón Bolívar 2016-10-01
Series:Bulletin of Computational Applied Mathematics
Subjects:
Online Access:http://drive.google.com/open?id=0B5GyVVQ6O030UmN0WkdqVVYzUVE